Geodesic
Non-Asymptotic Confidence Bounds for Stochastic Approximation Algorithms with Constant Step Size.
Monatshefte für Mathematik, Tome 110 (1990) no. 3-4, pp. 297-314

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Mots-clés : non-asymptotic confidence bounds, multidimensional Robbins-Monro procedure, independent errors, constant step-size, comparison result, stationary distribution of Markovian processes, confidence regions, stopping time, inner products of subsequent gradient estimates, coverage probability 
@article{MOMA_1990__110_3-4_178503,
     author = {Georg Ch. Pflug},
     title = {Non-Asymptotic {Confidence} {Bounds} for {Stochastic} {Approximation} {Algorithms} with {Constant} {Step} {Size.}},
     journal = {Monatshefte f\"ur Mathematik},
     pages = {297--314},
     publisher = {mathdoc},
     volume = {110},
     number = {3-4},
     year = {1990},
     zbl = {0716.62081},
     url = {http://geodesic.mathdoc.fr/item/MOMA_1990__110_3-4_178503/}
}
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Georg Ch. Pflug. Non-Asymptotic Confidence Bounds for Stochastic Approximation Algorithms with Constant Step Size.. Monatshefte für Mathematik, Tome 110 (1990) no. 3-4, pp. 297-314. http://geodesic.mathdoc.fr/item/MOMA_1990__110_3-4_178503/